Rapport Backtest

Stratégie · EmaTrend   |   Ticker · NVDA   |   2018-01-02 → 2025-10-31
Capital Final 29,307.57 €
P&L +4307.57 € (+17.23%)
Total Trades 19
Max Drawdown 13.87%
Sharpe
0.20
Sortino
0.10
Calmar
0.15

Equity Curve

Underwater Curve

Performance

CAGR2.05%
Ulcer Index0.07
Expectancy226.71

Trades Overview

Total19 Win Rate47.37%
Profit Factor1.27 Payoff Ratio1.41

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2019-01-30 05:00:00 2019-03-12 04:00:00 Short 15 3.34 4.03 -2131.19 -20.84% 40
2019-05-08 04:00:00 2019-05-29 04:00:00 Short 15 4.27 3.52 1599.80 17.61% 21
2019-08-07 04:00:00 2019-08-20 04:00:00 Short 15 3.72 4.24 -1343.38 -13.96% 13
2020-04-07 04:00:00 2020-06-10 04:00:00 Long 15 6.91 9.12 3063.19 32.06% 64
2020-11-06 05:00:00 2020-11-11 05:00:00 Long 15 14.07 12.99 -801.26 -7.67% 5
2020-12-03 05:00:00 2021-03-09 05:00:00 Long 15 13.56 12.08 -1108.99 -10.88% 96
2021-04-06 04:00:00 2021-06-03 04:00:00 Long 15 13.97 16.64 1851.40 19.06% 58
2021-10-19 04:00:00 2021-11-01 04:00:00 Long 15 22.24 25.56 1562.98 14.92% 13
2021-12-28 05:00:00 2022-01-19 05:00:00 Long 15 31.27 25.99 -1890.41 -16.89% 22
2022-03-22 04:00:00 2022-04-12 04:00:00 Long 15 26.69 22.46 -1633.56 -15.85% 21
2022-08-29 04:00:00 2022-10-13 04:00:00 Short 15 15.99 10.98 2981.69 31.34% 45
2022-12-28 05:00:00 2023-01-12 05:00:00 Short 15 13.91 16.11 -1692.53 -15.83% 15
2023-01-17 05:00:00 2023-02-03 05:00:00 Long 15 16.89 20.95 2447.74 24.03% 17
2023-08-22 04:00:00 2023-10-27 04:00:00 Long 15 48.13 41.04 -1679.41 -14.72% 66
2023-11-08 05:00:00 2024-01-11 05:00:00 Long 15 46.10 54.89 2005.84 19.09% 64
2024-05-06 04:00:00 2024-05-29 04:00:00 Long 15 89.39 112.84 2977.76 26.23% 23
2024-08-20 04:00:00 2024-09-04 04:00:00 Long 15 128.42 105.20 -2228.66 -18.08% 15
2024-09-25 04:00:00 2025-03-11 04:00:00 Long 15 122.05 106.80 -1448.49 -12.49% 167
2025-09-15 04:00:00 2025-10-30 04:00:00 Long 15 175.76 204.86 1775.05 16.56% 45